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Option Pricing Models and Volatility Using Excel-VBA eBooks
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Option Pricing Models and Volatility Using Excel-VBA
By: Fabrice Douglas Rouah
By: Gregory Vainberg

Price: $95.00
Format:  Adobe
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Option Pricing Models and Volatility Using Excel-VBA Summary:

A practical guide to implementing advanced option pricing models and stochastic volatility using Excel/VBA

This book offers practitioners the tools and techniques needed to use advanced models for pricing options and obtaining volatility. Divided into three comprehensive parts, Option Pricing Models and Volatility Using Excel/VBA describes cutting-edge option pricing formulas and stochastic volatility models. This book also includes a CD-ROM that contains Excel spreadsheets and VBA functions to implement all of the models presented in the book. Accessible and informative, Option Pricing Models and Volatility Using Excel/VBA is the perfect guide for those who realize the value of more advanced models and want to understand the math behind them.

Fabrice Douglas Rouah (Montreal, ON, Canada) is a Montreal Institute of Financial Mathematics (IFM2) Scholar and is currently with McGill University in Montreal. Greg Vainberg (Montreal, ON, Canada) is a Corporate Risk Specialist at a large consulting firm in Montreal. He is also the creator of the top finance and math VBA site on Google.

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